Coral reefs constitute the most diverse ecosystem of the marine realm and an increasing number of studies are focusing on coral species boundaries, distribution, and on processes that control species ranges. However, less attention has been paid to coral associated species. Deep-sea sponges dominate cold-water coral ecosystems, but virtually nothing is known about their molecular diversity. Moreover, species boundaries based on morphology may sometimes be inadequate, since sponges have few diagnostic characters. In this study, we investigated the molecular diversity within the genus Hexadella (Porifera, Demospongiae, Verongida, Ianthellidae) from the European shallow-water environment to the deep-sea coral ecosystems. Three molecular markers were used: one mitochondrial (COI) and two nuclear gene fragments (28S rDNA and the ATPS intron). Phylogenetic analyses revealed deeply divergent deep-sea clades congruent across the mitochondrial and nuclear markers. One clade contained specimens from the Irish, the Scottish, and the Norwegian margins and the Greenland Sea (Hexadella dedritifera) while another clade contained specimens from the Ionian Sea, the Bay of Biscay, and the Irish margin (H. cf. dedritifera). Moreover, these deeply divergent deep-sea clades showed a wide distribution suggesting a connection between the reefs. The results also point to the existence of a new deep-sea species (Hexadella sp.) in the Mediterranean Sea and of a cryptic shallow-water species (Hexadella cf. pruvoti) in the Gorringe Bank. In contrast, low genetic differentiation between H. cf. dedritifera and H. pruvoti from the Mediterranean Sea was observed. All Hexadella racovitzai specimens from the Mediterranean Sea (shallow and deep) to the Atlantic formed a monophyletic group.